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相关论文: Power Market Price Forecasting via Deep Learning

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The availability of accurate day-ahead electricity price forecasts is pivotal for electricity market participants. In the context of trade liberalisation and market harmonisation in the European markets, accurate price forecasting becomes…

计算金融 · 定量金融 2021-07-20 Wei Li , Denis Mike Becker

Demand forecasting in power sector has become an important part of modern demand management and response systems with the rise of smart metering enabled grids. Long Short-Term Memory (LSTM) shows promising results in predicting time series…

机器学习 · 计算机科学 2021-07-30 Koushik Roy , Abtahi Ishmam , Kazi Abu Taher

In this paper, statistical machine learning algorithms, as well as deep neural networks, are used to predict the values of the price gap between day-ahead and real-time electricity markets. Several exogenous features are collected and…

系统与控制 · 电气工程与系统科学 2020-12-24 Nika Nizharadze , Arash Farokhi Soofi , Saeed D. Manshadi

The effectiveness of long short term memory networks trained by backpropagation through time for stock price prediction is explored in this paper. A range of different architecture LSTM networks are constructed trained and tested.

神经与进化计算 · 计算机科学 2016-08-30 Hengjian Jia

Electricity prices strongly depend on seasonality of different time scales, therefore any forecasting of electricity prices has to account for it. Neural networks have proven successful in short-term price-forecasting, but complicated…

应用统计 · 统计学 2022-02-03 Andreas Wagner , Enislay Ramentol , Florian Schirra , Hendrik Michaeli

We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the model's predictions. Our work is motivated by the fact that…

统计金融 · 定量金融 2019-05-09 Chariton Chalvatzis , Dimitrios Hristu-Varsakelis

This paper presents a deep learning framework based on Long Short-term Memory Network(LSTM) that predicts price movement of cryptocurrencies from trade-by-trade data. The main focus of this study is on predicting short-term price changes in…

统计金融 · 定量金融 2020-10-16 Qi Zhao

Ensuring sustainability demands more efficient energy management with minimized energy wastage. Therefore, the power grid of the future should provide an unprecedented level of flexibility in energy management. To that end, intelligent…

神经与进化计算 · 计算机科学 2018-11-29 Daniel L. Marino , Kasun Amarasinghe , Milos Manic

Accurate short-term energy consumption forecasting is essential for efficient power grid management, resource allocation, and market stability. Traditional time-series models often fail to capture the complex, non-linear dependencies and…

计算机与社会 · 计算机科学 2026-01-27 Abhishek Maity , Viraj Tukarul

Financial markets have a vital role in the development of modern society. They allow the deployment of economic resources. Changes in stock prices reflect changes in the market. In this study, we focus on predicting stock prices by deep…

机器学习 · 计算机科学 2019-09-27 Jialin Liu , Fei Chao , Yu-Chen Lin , Chih-Min Lin

Predicting stock market movements remains a persistent challenge due to the inherently volatile, non-linear, and stochastic nature of financial time series data. This paper introduces a deep learning-based framework employing Long…

计算工程、金融与科学 · 计算机科学 2025-05-09 Rajneesh Chaudhary

Deep Learning is applied to energy markets to predict extreme loads observed in energy grids. Forecasting energy loads and prices is challenging due to sharp peaks and troughs that arise due to supply and demand fluctuations from intraday…

机器学习 · 统计学 2019-04-11 Michael Polson , Vadim Sokolov

One of the most enticing research areas is the stock market, and projecting stock prices may help investors profit by making the best decisions at the correct time. Deep learning strategies have emerged as a critical technique in the field…

人工智能 · 计算机科学 2024-07-26 Karan Pardeshi , Sukhpal Singh Gill , Ahmed M. Abdelmoniem

The prediction of stock and foreign exchange (Forex) had always been a hot and profitable area of study. Deep learning application had proven to yields better accuracy and return in the field of financial prediction and forecasting. In this…

统计金融 · 定量金融 2021-03-18 Zexin Hu , Yiqi Zhao , Matloob Khushi

Accurate prediction of electricity prices is crucial for stakeholders in the energy market, particularly for grid operators, energy producers, and consumers. This study focuses on developing a predictive model leveraging Long Short-Term…

机器学习 · 计算机科学 2025-10-21 Salih Salihoglu , Ibrahim Ahmed , Afshin Asadi

Recent advancements in the fields of artificial intelligence and machine learning methods resulted in a significant increase of their popularity in the literature, including electricity price forecasting. Said methods cover a very broad…

应用统计 · 统计学 2020-08-19 Grzegorz Marcjasz , Jesus Lago , Rafał Weron

The application of deep learning models for stock price forecasting in emerging markets remains underexplored despite their potential to capture complex temporal dependencies. This study develops and evaluates a Long Short-Term Memory…

交易与市场微观结构 · 定量金融 2025-09-19 Ahad Yaqoob , Syed M. Abdullah

This paper explores using a deep learning Long Short-Term Memory (LSTM) model for accurate stock price prediction and its implications for portfolio design. Despite the efficient market hypothesis suggesting that predicting stock prices is…

计算金融 · 定量金融 2025-05-16 Jaydip Sen , Hetvi Waghela , Sneha Rakshit

Electricity consumption has increased exponentially during the past few decades. This increase is heavily burdening the electricity distributors. Therefore, predicting the future demand for electricity consumption will provide an upper hand…

机器学习 · 计算机科学 2019-09-19 Anupiya Nugaliyadde , Upeka Somaratne , Kok Wai Wong

In this paper we investigate to what extent long short-term memory neural networks (LSTMs) are suitable for demand forecasting in the e-grocery retail sector. For this purpose, univariate as well as multivariate LSTM-based models were…

机器学习 · 计算机科学 2020-08-20 Marta Gołąbek , Robin Senge , Rainer Neumann
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